Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231064.7099 | 134324.7952 | 96739.9147 | 183404.9659 | -64793.2606 | 248198.2264 |
Total P&L (%) | 231.0647 | 134.3248 | 96.7399 | 183.405 | -64.7933 | 248.1982 |
Avg Daily Profit (%) | 0.2218 | 0.129 | 0.0929 | 0.1001 | -0.1002 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92899 | -70166 | -90356 | -483319 | -430575 | -172849 |
Profit Factor | 1.3031 | 1.3815 | 1.2358 | 1.0806 | 0.9475 | 1.238 |
Total Trades | 680 | 340 | 340 | 680 | 340 | 340 |
Winning Trades | 551 | 283 | 268 | 551 | 283 | 268 |
Losing Trades | 129 | 57 | 72 | 129 | 57 | 72 |
Profitability (%) | 81.0294 | 83.2353 | 78.8235 | 81.0294 | 83.2353 | 78.8235 |
Ratio Avg Win / Avg Loss | 0.3051 | 0.2783 | 0.332 | 0.253 | 0.1908 | 0.3326 |
Largest Winning Trade | 26204 | 26204 | 16642 | 73045 | 50961 | 73045 |
Largest Losing Trade | -53303 | -41508 | -53303 | -280717 | -280717 | -106191 |
Avg Bars in Trades | 35 | 33 | 38 | 35 | 33 | 38 |
Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Losers | 113 | 120 | 108 | 113 | 120 | 108 |
Bars Traded | 24309 | 11220 | 13089 | 24309 | 11220 | 13089 |
Profit Streak | 8.4163 | 8.4163 | 9.8746 | 8.4163 | 8.4163 | 9.8746 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551744 | -15858 | -64891 | -183880 | -574680 | -28916 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 168, "offset": 0, "a": 0.7862 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669820400000, "first_datapoint_time": 1670421600000, "last_datapoint_time": 1759820400000, "evaluation_time": 1759823968068, "expiration_time": 1766300400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 168, "offset": 0, "a": 0.7862 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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